So I know you are using Cinnamon from your previous post, but it's good practise to mention with Desktop environment and Mint version you are using when you make a new support topic. The answer to this type of question will differ depending on the Desktop Environment.
So for Cinnamon the Themes settings module has three sections - Themes which is for applying installed themes, Add/Remove for adding/removing additional themes from spices and the Settings section (Cinnamon 4.2 and later) which has various theme related tweaks.
This is the main themes GUI. You click on the thumbnail of the currently active theme to select an alternative in each section.
Window Borders (aka metacity theme) affects the window titlebar and any border around windows (many are actually borderless)
Icons affects the icons used system wide
Controls (aka gtk theme) affects the look of your applications
Mouse Pointer is hopefully self explanatory
Desktop (aka Cinnamon theme) affects the look of the panel, menu, panel menus, notifications, windows overview etc.
Generally changes are instantaneous. A few applications may need to be restarted after changing the Controls theme. A Cinnamon restart (Ctrl-Alt-Esc) is normally needed for changes in Mouse Pointer to properly take.
The majority of themes you can add from the Add/Remove section are the Desktop theme only. But a significant minority include a full themes package with Window Borders and Controls as-well as the Desktop theme.